Semiclassical Analysis for Diffusions and Stochastic Processes
Edition: 1 edition
Publisher: Springer
Published: April 26, 2000
Language: eng
Format: Paperback
Number of pages: 347
ISBN-13: 9783540669722
Subjects: Differential Equations; Stochastics; Science/Mathematics; Stochastic Processes; Mathematics; Mathematical Analysis; Probability & Statistics - General; Markov processes; Mathematics / Mathematical Analysis; Mathematics / Statistics; Mathematics : Mathematical Analysis; Stochastic Hamilton-Jacobi and Schröder equations; diffusion; path integral; semiclassical approximation; Evolution equations; Diffusion processes
Notes: Lecture Notes in Mathematics